Composer · investment strategy
by Composer Technologies · via Composer
Tech‑heavy tactical strategy that rotates among 3× Nasdaq/Tech/Semis, cash‑like T‑bills, or short‑term bonds. Uses long‑term trend and short‑term “hot/cold” (RSI) signals to switch. Very concentrated, uses leverage, and can be volatile.
Description from Composer
of the return and risk figures:as the source publishes them
What $10,000 would have become, from the strategy's own published history, against the S&P 500 over the same dates. The basis is labelled.
This strategy doesn’t publish a performance history we can chart.
Each rule is quoted word for word from the strategy's own documents.
No rules extracted from this strategy’s text yet.
1 positions as of 2026-10-19
: the platform's backtest holdings, not a client account.
Compares the stated rules with the holdings (or, where none are published, a mix estimated from returns), using tests fixed before any results were seen.
0.5% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-05-31)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 98% · 2026-10-19 ()
100.0% of weight in (SPY: 0%)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100% · 2026-10-19 ()
3 of 6 funds in its are : SOXL, TECL, TQQQ
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100%
Strategies that share its Aggressive risk label, from other sources first, strongest risk-adjusted return first.
Composer Technologies · Composer
Composer Technologies · Composer
How much of what we look for this strategy has, and why anything is missing. Fields that don't apply to it aren't counted.
4 missing
The text the rules are quoted from, with where it came from.
Rotates among a few ETFs using trend and “heat”. 200‑day moving avg = long‑term trend. 10‑day RSI (0–100) shows how hot/cold: >~70 hot, <~30 cold.<br>• If TQQQ above 200‑DMA: hold TQQQ unless RSI>79, then park in SHV (T‑bills).<br>• If below: if very cold, buy TECL (3× tech); else if semis cold, buy SOXL (3× semis); else if TQQQ below 20‑DMA, pick the stronger (RSI) of QQQ (Nasdaq‑100) or BSV (short bonds); otherwise TQQQ.
Tech‑heavy tactical strategy that rotates among 3× Nasdaq/Tech/Semis, cash‑like T‑bills, or short‑term bonds. Uses long‑term trend and short‑term “hot/cold” (RSI) signals to switch. Very concentrated, uses leverage, and can be volatile.
Out-of-sample: ~43% annualized return vs ~17% for the S&P, driven by leveraged tech/semis rotation with trend/RSI signals. Higher upside, Calmar ~1.24, but ~35% max drawdown—best for risk-tolerant, tech-focused investors.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $43.9M | 2026-10-19 | |
| Backtest regulatory fees | $39k | 2026-10-19 | |
| Backtest slippage cost | $357k | 2026-10-19 |
| AI categories (Composer) | concentrated, high volatility, leveraged etfs, momentum/mean-reversion, risk-on/off, rsi extremes, tech/semis rotation, trend filter (200-dma) | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 25 | 2026-10-19 | |
| Rebalance corridor width | 5.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BSV", "QQQ", "SHV", "SOXL", "TECL", "TQQQ" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.20 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 3.86 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.86 | 2026-10-19 |
| Remixes (copies) | 1 | 2026-10-19 | |
| Watchers | 4 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,997 | 2026-10-19 | |
| Out-of-sample length | 259 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 69.66% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 439k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 43.01% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 43.41% | ||
| Return, trailing 1 day (out-of-sample) | -7.60% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 13.82% | ||
| Return, trailing 1 week (out-of-sample) | -11.27% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 21.68% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 39.28% | ||
| Return, trailing 2 weeks (out-of-sample) | -15.01% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 13.05% | ||
| SPY annualized return over the backtest window (backtest) | 14.39% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 1.49 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.24 | ||
| Maximum drawdown, backtest period (backtest) | -46.64% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -34.66% | ||
| Sharpe ratio, backtest period (backtest) | 1.25 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.91 | ||
| Sortino ratio, backtest period (backtest) | 1.90 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.97 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 53.70% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 57.93% |
| Annualized turnover, backtest period (backtest) | 23.20 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 25.30 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 54.57% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.90% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
